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浏览/检索结果: 共5条，第1-5条 帮助 限定条件 专题：数学与系统科学研究院    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 The relationship between geopolitical risk and crude oil prices: evidence from nonlinear and frequency domain causality tests 期刊论文 SPANISH JOURNAL OF FINANCE AND ACCOUNTING-REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD, 2022, 页码: 23 作者:  Jiang, Yong;  Ren, Yi-Shuai;  Yang, Xiao-Guang;  Ma, Chao-Qun;  Weber, Olaf 收藏  |  浏览/下载：16/0  |  提交时间：2023/02/07 Geopolitical risk  oil prices  nonlinear analysis  Granger causality  frequency domain   Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach 期刊论文 ENERGY ECONOMICS, 2015, 卷号: 51, 页码: 300-311 作者:  Yu, Lean;  Li, Jingjing;  Tang, Ling;  Wang, Shuai 收藏  |  浏览/下载：26/0  |  提交时间：2018/07/30 Bivariate empirical mode decomposition  Nonlinear Granger causality test  Multi-scale analysis  Carbon market  Crude oil market   Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover 期刊论文 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 4, 页码: 729-742 作者:  Zhou Pu;  Lu Fengbin;  Wang Shouyang 收藏  |  浏览/下载：1/0  |  提交时间：2021/01/14 STOCK INDEX  MODEL  China stock market  negative volatility spillover  nonlinear Granger causality test  risk absorption  volatility spillover   Did speculative activities contribute to high crude oil prices during 1993 to 2008? 期刊论文 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2009, 卷号: 22, 期号: 4, 页码: 636-646 作者:  Zhang, Xun;  Lai, Kin Keung;  Wang, Shouyang 收藏  |  浏览/下载：25/0  |  提交时间：2018/07/30 Crude oil prices  Diks-Panchenko test  Hiemstra-Jones test  nonlinear Granger causality test  speculative activities   Granger causality in risk and detection of extreme risk spillover between financial markets 期刊论文 JOURNAL OF ECONOMETRICS, 2009, 卷号: 150, 期号: 2, 页码: 271-287 作者:  Hong, Yongmiao;  Liu, Yanhui;  Wang, Shouyang 收藏  |  浏览/下载：14/0  |  提交时间：2018/07/30 Cross-spectrum  Extreme downside risk  Financial contagion  Granger causality in risk  Nonlinear time series  Risk management  Value at Risk